This exercise requires a computer program to carry out the multiple regression calcula- tions. From the data of Exercise 12 on corporate earnings per share. fit autoregressive models of orders I through 4. Use the procedure of Section 17.9 for testing that the order of the autoregression is (p 11 against the alternative that the true order is p. with 10% significance level. Choose one of these models, and compute forecasts of earnings per share for the next 5 years. Draw a graph showing the original data along with these fore- casts, Would the results differ if 5% significance levels were used for the tests? See, for example. P. Newbold and C.W.J. Granger, "Experience with forecasting univariate time series and the combination of forecasts." Journal of the Royal Statistical Society A. 137 (1974). 131-46